Batch triangular solve

Solve B linear systems A_b x_b = B_b where each A_b is represented by its Cholesky factor from batch_chol.

Usage

batch_solve(Ls, B)

Arguments

Ls

A list of amChol objects (output of batch_chol).

B

A list of right-hand-side matrices/vectors, or a 3-D array [n, k, B]. Length / third dimension must match Ls.

Value

A list of solution matrices (or vectors when each rhs is a vector).

See also

batch_chol, chol_solve